+69.9%
NEE vs SITM
+4,507.3%
-4,437.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.6% |
| 7D | +1.1% | +8.4% | -7.3% | +0.6% |
| 30D | -0.2% | -17.4% | +17.2% | +0.8% |
| 3M | +0.5% | -9.8% | +10.4% | +0.4% |
| 6M | -6.5% | +83.0% | -89.5% | -11.5% |
| YTD | +6.7% | +69.6% | -62.9% | +1.1% |
| 1Y | +23.6% | +144.9% | -121.3% | +13.4% |
| 3Y | +37.1% | +429.9% | -392.7% | +12.4% |
| 5Y | +10.9% | +169.2% | -158.2% | -9.0% |
| All | +69.9% | +4,507.3% | -4,437.5% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SITM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling